Attorney Al Watkins said Thursday that he doesn't know if the FBI is conducting a criminal investigation. But Watkins says the agency has spoken to him about the affair in 2015 as well as allegations that Greitens threatened to blackmail his client's ex-wife using compromising photos if she spoke about their liaisons.

He didn't say if the ex-husband has also heard from the FBI.

The Republican governor acknowledged late Wednesday that he was "unfaithful" in his marriage. In a separate statement, Greitens' attorney, Jim Bennett, says there was no blackmail.

Phone and email messages left Thursday with the FBI office in St. Louis were not immediately returned.